Based on dividend yields And expected capital gains, the expected rates of return on portfolios A and B are $11\%$ and $14\%,$ respectively. the beta of A is $\mathrm{.}8$ while that of B is $1\mathrm{.}5.$ The T bill rate is currently $6\%,$ while the expected rate of return of the S and P $500$ index is $12\%.$ the standard deviation of the portfolio A is ten per cent annually, while that of B is $31\%,$ and that of the index is $20\%$